Research Output 1959 2020

2018

Indirect Inference with endogenously missing exogenous variables

Chaudhuri, S., Frazier, D. T. & Renault, E., 1 Jul 2018, In : Journal of Econometrics. 205, p. 55-75 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter

Kamber, G., Morley, J. & Wong, B., 1 Jul 2018, In : Review of Economics and Statistics. 100, 3, p. 550-566 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Measuring lineup difficulty by matching distance metrics with subject choices in crowds-sourced data

Chowdhury, N. R., Cook, D., Hofmann, H. & Majumder, M., 2 Jan 2018, In : Journal of Computational and Graphical Statistics. 27, 1, p. 132-145 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Misreporting and econometric modelling of zeros in survey data on social bads: An application to cannabis consumption

Greene, W., Harris, M. N., Srivastava, P. & Zhao, X., 2018, In : Health Economics. 27, 2, p. 372-389 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
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Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal

Galagedera, D. U. A., 9 May 2018, In : Applied Economics. 50, 22, p. 2439-2458 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Momentum and reversal strategies in Chinese commodity futures markets

Yang, Y., Göncü, A. & Pantelous, A. A., 1 Nov 2018, In : International Review of Financial Analysis. 60, p. 177-196 20 p.

Research output: Contribution to journalArticleResearchpeer-review

New approaches for optimizing standby redundant systems with fuzzy lifetimes

Zhou, J., Han, Y., Liu, J. & Pantelous, A. A., 1 Sep 2018, In : Computers and Industrial Engineering. 123, p. 263-277 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric estimation and forecasting for time-varying coefficient realized volatility models

Chen, X. B., Gao, J., Li, D. & Silvapulle, P., 2018, In : Journal of Business and Economic Statistics. 36, 1, p. 88-100 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia

Gong, X. & Gao, J., Sep 2018, In : Australian and New Zealand Journal of Statistics. 60, 3, p. 374-393 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Novel relocation methods for automatic external defibrillator improve out-of-hospital cardiac arrest coverage under limited resources

Tierney, N. J., Reinhold, H. J., Mira, A., Weiser, M., Burkart, R., Benvenuti, C. & Auricchio, A., 1 Apr 2018, In : Resuscitation. 125, p. 83-89 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Peer collaboration through personal response systems

Kaur, C., Macquarie, L. & Raghavan, M., 2018, p. 8742-8746. 5 p.

Research output: Contribution to conferencePaperOther

Performance of technical trading rules: Eevidence from the crude oil market

Psaradellis, I., Laws, J., Pantelous, A. A. & Sermpinis, G., Nov 2018, (Accepted/In press) In : European Journal of Finance. 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Prevalence of psychological distress: How do Australia and Canada compare?

Enticott, J. C., Lin, E., Shawyer, F., Russell, G., Inder, B., Patten, S. & Meadows, G., 1 Mar 2018, In : Australian & New Zealand Journal of Psychiatry. 52, 3, p. 227-238 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods

Callaway, B., Li, T. & Oka, T., Oct 2018, In : Journal of Econometrics. 206, 2, p. 395-413 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Social network structure and risk sharing in villages

Yang, O., Jiang, B., Kim, J. S. & Li, C., 1 May 2018, In : BE Journal of Economic Analysis and Policy. 18, 3, 7 p., 20170263.

Research output: Contribution to journalArticleResearchpeer-review

Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity

Dong, C. & Gao, J., Aug 2018, In : Econometric Theory. 34, 4, p. 754-789 36 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing for common breaks in a multiple equations system

Oka, T. & Perron, P., 1 May 2018, In : Journal of Econometrics. 204, 1, p. 66-85 20 p.

Research output: Contribution to journalArticleResearchpeer-review

The effect of anonymity on price efficiency: evidence from the removal of broker identities

Duong, H. N., Lajbcygier, P., Lu, J. S. & Vu, V. H., 1 Oct 2018, In : Pacific Basin Finance Journal. 51, p. 95-107 13 p.

Research output: Contribution to journalArticleResearchpeer-review

The Future Face of Poverty is Female: Stories Behind Australian Women's Superannuation Poverty in Retirement

Riach, K., O'Hare, C., Dalton, B. & Wang, C., 1 Nov 2018, Melbourne Vic Australia: AustralianSuper. 37 p.

Research output: Book/ReportCommissioned ReportOther

Open Access
File

The role of intergenerational mobility in internal migration

Kim, J. S. & Lee, J., 6 Dec 2018, (Accepted/In press) In : Economic Modelling. 38 p.

Research output: Contribution to journalArticleResearchpeer-review

Time series analysis of S&P 500 index: A horizontal visibility graph approach

Vamvakaris, M. D., Pantelous, A. A. & Zuev, K. M., 1 May 2018, In : Physica A: Statistical Mechanics and its Applications. 497, p. 41-51 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Unit root inference in generally trending and cross-correlated fixed-T panels

Robertson, D., Sarafidis, V. & Westerlund, J., 2018, In : Journal of Business and Economic Statistics. 36, 3, p. 493-504 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Using the GB2 income distribution: a review

Chotikapanich, D., Griffiths, W. E., Hajargasht, G., Karunarathne, W. & Rao, D. S. P., Jun 2018, In : Econometrics. 6, 2, 24 p., 21.

Research output: Contribution to journalReview ArticleResearchpeer-review

Open Access
File

Valuing the quantity and quality of product variety to consumers

Melser, D., 1 Jan 2018, (Accepted/In press) In : Empirical Economics. 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Visualizing big energy data: solutions for this crucial component of data analysis

Hyndman, R. J., Liu, X. A. & Pinson, P., 1 May 2018, In : IEEE Power and Energy Magazine. 16, 3, p. 18-25 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Volatility spillover between the US, Chinese and Australian stock markets

Bissoondoyal-Bheenick, E., Brooks, R., Chi, W. & Do, H. X., 1 May 2018, In : Australian Journal of Management. 43, 2, p. 263-285 23 p.

Research output: Contribution to journalArticleResearchpeer-review

2017

A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model

Chen, H., Smyth, R. & Zhang, X., 1 Sep 2017, In : Energy Economics. 67, p. 346-354 9 p.

Research output: Contribution to journalArticleResearchpeer-review

A comparison of the forecasting ability of immediate price impact models

Pham, M. C., Duong, H. N. & Lajbcygier, P., Dec 2017, In : Journal of Forecasting. 36, 8, p. 898-918 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Adaptive long memory testing under heteroskedasticity

Harris, D. & Kew, H., 1 Jun 2017, In : Econometric Theory. 33, 3, p. 755-778 24 p.

Research output: Contribution to journalArticleResearchpeer-review

A flexible functional form to mortality modelling: do we need additional cohort dummies?

Li, H., O'Hare, C. & Vahid-Araghi, F., Jul 2017, In : Journal of Forecasting. 36, 4, p. 357-367 11 p.

Research output: Contribution to journalArticleResearchpeer-review

A framework for stochastic scheduling of two-machine robotic rework cells with in-process inspection system

Foumani, M., Smith-Miles, K., Gunawan, I. & Moeini, A., 2017, In : Computers and Industrial Engineering. 112, p. 492-502 11 p.

Research output: Contribution to journalArticleResearchpeer-review

A new class of bivariate threshold cointegration models

Cai, B., Gao, J. & Tjøstheim, D., 3 Apr 2017, In : Journal of Business and Economic Statistics. 35, 2, p. 288-305 18 p.

Research output: Contribution to journalArticleResearchpeer-review

A note on upper bounds for forecast-value-added relative to naïve forecasts

Goodwin, P., Petropoulos, F. & Hyndman, R. J., Sep 2017, In : Journal of the Operational Research Society. 68, 9, p. 1082-1084 3 p.

Research output: Contribution to journalArticleResearchpeer-review

Associations between outdoor fungal spores and childhood and adolescent asthma hospitalizations

Tham, R., Vicendese, D., Dharmage, S. C., Hyndman, R. J., Newbigin, E., Lewis, E., O'Sullivan, M., Lowe, A. J., Taylor, P., Bardin, P., Tang, M. L. K., Abramson, M. J. & Erbas, B., 2017, In : Journal of Allergy and Clinical Immunology. 139, 4, p. 1140-1147 12 p.

Research output: Contribution to journalArticleResearchpeer-review

A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks

Feng, G., Gao, J., Peng, B. & Zhang, X., 1 Jan 2017, In : Journal of Econometrics. 196, 1, p. 68-82 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap

Poskitt, D. S., Martin, G. M. & Grose, S. D., Jun 2017, In : Econometric Theory. 33, 3, p. 578-609 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Coherent probabilistic forecasts for hierarchical time series

Taieb, S. B., Taylor, J. W. & Hyndman, R. J., 1 Jan 2017, Proceedings of the 34th International Conference on Machine Learning. Precup, D. & Teh, Y. W. (eds.). Massachusetts USA: Proceedings of Machine Learning Research (PMLR), p. 3348-3357 10 p. (Proceedings of Machine Learning Research; vol. 70).

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Congruent biogeographical disjunctions at a continent-wide scale: Quantifying and clarifying the role of biogeographic barriers in the Australian tropics

Edwards, R. D., Crisp, M. D., Cook, D. H. & Cook, L. G., 1 Apr 2017, In : PLoS ONE. 12, 4, e0174812.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Disaggregated property price appreciation: The mixed repeat sales model

Melser, D., 1 Sep 2017, In : Regional Science and Urban Economics. 66, p. 108-118 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Discussion of ‘Deep learning for finance: deep portfolios’

Forbes, C. S. & Maneesoonthorn, W., 1 Jan 2017, In : Applied Stochastic Models in Business and Industry. 33, 1, p. 13-15 3 p.

Research output: Contribution to journalComment / DebateOtherpeer-review

Does class size impact the effectiveness of peer learning using personal response system in large quantitative units

Kaur, C. & Macquarie, L., 2017, p. 1467-1472. 6 p.

Research output: Contribution to conferencePaperOther

Does persistence in idiosyncratic risk proxy return-reversals?

Nath, H. B. & Sarafidis, V., Oct 2017, In : Journal of Banking and Financial Economics. 2, 8, p. 27-53 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Dynamic algorithm selection for pareto optimal set approximation

Steponavice, I., Hyndman, R. J., Smith-Miles, K. & Villanova, L., Jan 2017, In : Journal of Global Optimization. 67, 1-2, p. 263-282 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Dynamic spillover between commodities and commodity currencies during United States Q.E.

Yip, P. S., Brooks, R. & Do, H. X., 1 Aug 2017, In : Energy Economics. 66, p. 399-410 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Efficient two-step estimation via targeting

Frazier, D. T. & Renault, E., Dec 2017, In : Journal of Econometrics. 201, 2, p. 212-227 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimating smooth structural change in cointegration models

Phillips, P. C. B., Li, D. & Gao, J., 1 Jan 2017, In : Journal of Econometrics. 196, 1, p. 180-195 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Evaluation of the Berry Street Stand by Me Program: Wraparound support during the transition from out-of-home care

Philp, J., Mendes, P., Baidawi, S. & Inder, B., 20 Nov 2017, Melbourne Victoria: Berry Street Childhood Institute. 100 p.

Research output: Book/ReportCommissioned ReportResearch

Open Access
File

Fitting a two phase threshold multiplicative error model

Perera, I. & Koul, H. L., 1 Apr 2017, In : Journal of Econometrics. 197, 2, p. 348-367 20 p.

Research output: Contribution to journalArticleResearchpeer-review